Bayesian nonparametric regression with varying residual density
نویسندگان
چکیده
منابع مشابه
Bayesian nonparametric regression with varying residual density.
We consider the problem of robust Bayesian inference on the mean regression function allowing the residual density to change flexibly with predictors. The proposed class of models is based on a Gaussian process prior for the mean regression function and mixtures of Gaussians for the collection of residual densities indexed by predictors. Initially considering the homoscedastic case, we propose ...
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ژورنال
عنوان ژورنال: Annals of the Institute of Statistical Mathematics
سال: 2013
ISSN: 0020-3157,1572-9052
DOI: 10.1007/s10463-013-0415-z